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   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "[![Open In Colab](https://colab.research.google.com/assets/colab-badge.svg)](https://colab.research.google.com/github/ourownstory/neural_prophet/blob/main/tutorials/feature-use/sparse_autoregression_yosemite_temps.ipynb)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# Sparse Autoregression\n",
    "Here we fit NeuralProphet to data with 5-minute resolution (daily temperatures at Yosemite).\n",
    "This is a continuation of the tutorial notebook `Tutorial 4: Auto regression`. While tutorial 4 covers autoregression in general, this notebook focus on sparsity."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [],
   "source": [
    "if \"google.colab\" in str(get_ipython()):\n",
    "    # uninstall preinstalled packages from Colab to avoid conflicts\n",
    "    !pip uninstall -y torch notebook notebook_shim tensorflow tensorflow-datasets prophet torchaudio torchdata torchtext torchvision \n",
    "    !pip install git+https://github.com/ourownstory/neural_prophet.git # may take a while\n",
    "    #!pip install neuralprophet # much faster, but may not have the latest upgrades/bugfixes\n",
    "\n",
    "import pandas as pd\n",
    "from neuralprophet import NeuralProphet, set_log_level\n",
    "\n",
    "set_log_level(\"ERROR\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [],
   "source": [
    "data_location = \"https://raw.githubusercontent.com/ourownstory/neuralprophet-data/main/datasets/\"\n",
    "df = pd.read_csv(data_location + \"yosemite_temps.csv\")"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Sparsifying the AR coefficients\n",
    "The autoregression component of NeuralProphet is defined as a AR-Net ([paper](https://arxiv.org/abs/1911.12436), [github](https://github.com/ourownstory/AR-Net)).\n",
    "Thus, we can set `ar_reg` to a number greater zero, if we like to induce sparsity in the AR coefficients.\n",
    "\n",
    "However, fitting a model with multiple components and regularizations can be harder to fit and in some cases you may need to take manual control over the training hyperparameters.\n",
    "\n",
    "\n",
    "We will start by setting regularization to 0.1"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "application/vnd.jupyter.widget-view+json": {
       "model_id": "0e5662e9d03e4483af95d7fcbd133ac3",
       "version_major": 2,
       "version_minor": 0
      },
      "text/plain": [
       "Training: 0it [00:00, ?it/s]"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "m = NeuralProphet(\n",
    "    n_lags=6 * 12,\n",
    "    n_forecasts=3 * 12,\n",
    "    n_changepoints=0,\n",
    "    weekly_seasonality=False,\n",
    "    daily_seasonality=False,\n",
    "    learning_rate=0.01,\n",
    "    ar_reg=0.1,\n",
    ")\n",
    "m.set_plotting_backend(\"plotly-static\")\n",
    "metrics = m.fit(df, freq=\"5min\")  # validate_each_epoch=True, plot_live_loss=True"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [
    {
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     "metadata": {},
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   ],
   "source": [
    "m.plot_parameters()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {},
   "outputs": [
    {
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     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "m = m.highlight_nth_step_ahead_of_each_forecast(1)\n",
    "m.plot_parameters()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {},
   "outputs": [
    {
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     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "m = m.highlight_nth_step_ahead_of_each_forecast(36)\n",
    "m.plot_parameters()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Further reducing the non-zero AR-coefficents\n",
    "By setting the ar_reg higher, we can further reduce the number of non-zero weights.\n",
    "Here we set it to 1"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "application/vnd.jupyter.widget-view+json": {
       "model_id": "f5af4675d5a94cdc89d0d51581973247",
       "version_major": 2,
       "version_minor": 0
      },
      "text/plain": [
       "Training: 0it [00:00, ?it/s]"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "m = NeuralProphet(\n",
    "    n_lags=6 * 12,\n",
    "    n_forecasts=3 * 12,\n",
    "    n_changepoints=0,\n",
    "    daily_seasonality=False,\n",
    "    weekly_seasonality=False,\n",
    "    learning_rate=0.01,\n",
    "    ar_reg=1,\n",
    ")\n",
    "m.set_plotting_backend(\"plotly-static\")\n",
    "metrics = m.fit(df, freq=\"5min\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "metadata": {},
   "outputs": [
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     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "m.plot_parameters()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {},
   "outputs": [
    {
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      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "m = m.highlight_nth_step_ahead_of_each_forecast(1)\n",
    "m.plot_parameters()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "metadata": {},
   "outputs": [
    {
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     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "m = m.highlight_nth_step_ahead_of_each_forecast(36)\n",
    "m.plot_parameters()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Extreme sparsity\n",
    "The higher we set `ar_reg`, the fewer non-zero weiths are fitted by the model. Here we set it to 10, which should lead to a single non-zero lag.\n",
    "\n",
    "Note: Extreme values can lead to training instability."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "application/vnd.jupyter.widget-view+json": {
       "model_id": "fac02d69988d485588beeac14b6f01e7",
       "version_major": 2,
       "version_minor": 0
      },
      "text/plain": [
       "Training: 0it [00:00, ?it/s]"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "m = NeuralProphet(\n",
    "    n_lags=6 * 12,\n",
    "    n_forecasts=3 * 12,\n",
    "    n_changepoints=0,\n",
    "    daily_seasonality=False,\n",
    "    weekly_seasonality=False,\n",
    "    learning_rate=0.01,\n",
    "    ar_reg=10,\n",
    ")\n",
    "m.set_plotting_backend(\"plotly-static\")\n",
    "metrics = m.fit(df, freq=\"5min\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 12,
   "metadata": {},
   "outputs": [
    {
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    }
   ],
   "source": [
    "m.plot_parameters()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 13,
   "metadata": {},
   "outputs": [
    {
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     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "m = m.highlight_nth_step_ahead_of_each_forecast(1)\n",
    "m.plot_parameters()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 14,
   "metadata": {},
   "outputs": [
    {
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font-size: 12px; fill: rgb(42, 63, 95); opacity: 1; font-weight: normal; white-space: pre;\">AR lag number</text></g><g class=\"g-ytitle\" transform=\"translate(9.8779296875,0)\"><text class=\"ytitle\" transform=\"rotate(-90,2.1312500000000014,88.8375)\" x=\"2.1312500000000014\" y=\"88.8375\" text-anchor=\"middle\" style=\"font-family: 'Open Sans', verdana, arial, sans-serif; font-size: 12px; fill: rgb(42, 63, 95); opacity: 1; font-weight: normal; white-space: pre;\">Trend</text></g><g class=\"g-y2title\" transform=\"translate(11.703125,0)\"><text class=\"y2title\" transform=\"rotate(-90,0.3031250000000014,302.16249999999997)\" x=\"0.3031250000000014\" y=\"302.16249999999997\" text-anchor=\"middle\" style=\"font-family: 'Open Sans', verdana, arial, sans-serif; font-size: 12px; fill: rgb(42, 63, 95); opacity: 1; font-weight: normal; white-space: pre;\">AR weight (36)-ahead</text></g></g></svg>"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "m = m.highlight_nth_step_ahead_of_each_forecast(36)\n",
    "m.plot_parameters()"
   ]
  }
 ],
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